+446.2%
APP vs PFE
+6.5%
+439.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +31.0% | -3.0% | +34.0% | +31.2% |
| 7D | +39.7% | -0.2% | +39.9% | +39.5% |
| 30D | +27.7% | +8.7% | +19.1% | +26.5% |
| 3M | -14.8% | +15.8% | -30.5% | -16.1% |
| 6M | -25.5% | +16.8% | -42.4% | -26.7% |
| YTD | -47.2% | +26.2% | -73.3% | -48.6% |
| 1Y | -42.3% | +29.9% | -72.2% | -44.3% |
| 3Y | +806.8% | +15.9% | +790.9% | +781.6% |
| 5Y | +261.6% | -20.6% | +282.2% | +298.5% |
| All | +446.2% | +6.5% | +439.7% | +489.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PFE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling